TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
28 Sep 2025 10:08 PM IST
| TORNTPHARM 28OCT2025 3550 CE | ||||||||||||||||
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Delta: 0.66
Vega: 3.89
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 3561.00 | 110.05 | -80.6 | 16.75 | 163 | 122 | 122 | |||||||||
| 21 Sept | 3629.20 | 190.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 3566.20 | 190.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3550 expiring on 28OCT2025
Delta for 3550 CE is 0.66
Historical price for 3550 CE is as follows
On 28 Sept TORNTPHARM was trading at 3561.00. The strike last trading price was 110.05, which was -80.6 lower than the previous day. The implied volatity was 16.75, the open interest changed by 122 which increased total open position to 122
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 190.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 190.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 28OCT2025 3550 PE | |||||||
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Delta: -0.37
Vega: 4.03
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 3561.00 | 65.1 | 5.7 | 22.79 | 9 | 4 | 5 |
| 21 Sept | 3629.20 | 127.75 | 0 | 2.78 | 0 | 0 | 0 |
| 14 Sept | 3566.20 | 127.75 | 0 | 1.24 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3550 expiring on 28OCT2025
Delta for 3550 PE is -0.37
Historical price for 3550 PE is as follows
On 28 Sept TORNTPHARM was trading at 3561.00. The strike last trading price was 65.1, which was 5.7 higher than the previous day. The implied volatity was 22.79, the open interest changed by 4 which increased total open position to 5
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 127.75, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 127.75, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
